+12,795.7%
LNG vs PLUG
-98.6%
+12,894.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +14.9% | +3.3% | +11.5% | +14.4% |
| 3M | +21.4% | -39.7% | +61.1% | +25.5% |
| 6M | +17.8% | -12.5% | +30.3% | +17.4% |
| YTD | +51.3% | +10.2% | +41.1% | +47.1% |
| 1Y | +24.4% | +50.7% | -26.3% | +15.9% |
| 3Y | +79.7% | -74.5% | +154.2% | +76.3% |
| 5Y | +241.3% | -91.8% | +333.1% | +251.6% |
| 10Y | +603.1% | +43.7% | +559.4% | +396.0% |
| All | +12,795.7% | -98.6% | +12,894.3% | +5,034.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling